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Market & Liquidity Risk Specialist, Digital Banking

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Job Summary

  • Singapore
  • Permanent
  • BBBH840657
  • Feb 17, 2023
  • Competitive
Job Description

Morgan McKinley is working in partnership with one of the Digital Banks with strong footprints and relationship in the Asia region.

Role and responsibilities

  • Produce market and liquidity risk reports, execute limit controls and compute market risk RWA that is required by regulators and internal policies
  • Propose solutions for enhancement and automation of the reporting processes through the application of data analytical techniques
  • Identify and initiate improvement of risk metrics and assumptions, including stress testing, EVE, PV01, NII and behavioural analysis through statistical analysis or machine learning techniques
  • Provide timely feedback on market and liquidity risk-related queries from internal & external stakeholders from time to time.
  • Participate in risk-related projects, process changes and department initiatives as required
  • Provide support and address market and liquidity risk matters during the process of new product program development

Key requirements

  • Bachelors, Masters or PhD in a quantitative discipline, e.g. in Banking, Finance, Mathematics, Statistics, or Actuarial Science
  • 5 to 7 years of relevant experience in a similar role with good knowledge of banking products; SME products will be favourable
  • Excellent risk analytical skills and problem-solving skills to evaluate a variety of situations and articulate recommendations for senior management's decision
  • Good programming skills in SQL, Python and related packages, for example, NumPy, and Pandas
  • Hands-on experience in handling risk data and developing risk algorithms
  • Ability to understand and implement statistical or machine learning models for behavioural analysis of SME lending portfolios and deposit products
  • Familiar with the methodology and reporting requirement of market risk and IRRBB addressed in MAS637
  • Have a solid mindset to break through your comfort zone and enjoy being a game changer in an agile start-up environment
  • Excellent communication skills with demonstrated skills to develop and build effective relationships in cross-functional teams

If you are interested in the role and would like to discuss the opportunity further, please click apply now or email Hagen at for more information.

Only shortlisted candidates will be responded to, therefore if you do not receive a response within 14 days please accept this as notification that you have not been shortlisted.

Morgan McKinley Pte Ltd, EA License No: 11C5502

Lee Boon Hou (Hagen), Registration No: R1870932


Consultant Details

Consultant Details

Hagen Lee
Hagen Lee